Exercise has beneficial effects on human health, including protection against metabolic disorders such as diabetes1. However, the cellular mechanisms underlying these effects are incompletely understood. The lysosomal degradation pathway, autophagy, is an intracellular recycling system that functions during basal conditions in organelle and protein quality control2. During stress, increased levels of autophagy permit cells to adapt to changing nutritional and energy demands through protein catabolism3. Moreover, in animal models, autophagy protects against diseases such as cancer, neurodegenerative disorders, infections, inflammatory diseases, ageing and insulin resistance4, 5, 6. Here we show that acute exercise induces autophagy in skeletal and cardiac muscle of fed mice. To investigate the role of exercise-mediated autophagy in vivo, we generated mutant mice that show normal levels of basal autophagy but are deficient in stimulus (exercise- or starvation)-induced autophagy. These mice (termed BCL2 AAA mice) contain knock-in mutations in BCL2 phosphorylation sites (Thr69Ala, Ser70Ala and Ser84Ala) that prevent stimulus-induced disruption of the BCL2–beclin-1 complex and autophagy activation. BCL2 AAA mice show decreased endurance and altered glucose metabolism during acute exercise, as well as impaired chronic exercise-mediated protection against high-fat-diet-induced glucose intolerance. Thus, exercise induces autophagy, BCL2 is a crucial regulator of exercise- (and starvation)-induced autophagy in vivo, and autophagy induction may contribute to the beneficial metabolic effects of exercise.